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A note on Stein's overreaction puzzle - MaRDI portal

A note on Stein's overreaction puzzle (Q777932)

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scientific article; zbMATH DE number 7218652
Language Label Description Also known as
English
A note on Stein's overreaction puzzle
scientific article; zbMATH DE number 7218652

    Statements

    title
    A note on Stein's overreaction puzzle (English)
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    author
    Yuehao Lin
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    Thorsten Lehnert
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    publication date
    8 July 2020
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    zbMATH Keywords
    pricing kernel
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    stochastic volatility
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    overreaction
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    variance risk
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    Identifiers

    zbMATH DE Number
    7218652
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    OpenAlex ID
    W2925262491
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